10 points An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected retum of 18% and a standard deviation of return of 20%. Stock B has an expected return of 14% and a standard deviation of retum of 5%. The correlation coefficient between the returns of A and B is .50. The risk-free rate of return is 10%. The expected retum on the optimal risky portfolio is 14% 11.8% 15.6% 12.2%